Seemingly Unrelated Ridge Regression in Semiparametric Models (Q3168538)

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Seemingly Unrelated Ridge Regression in Semiparametric Models
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    title
    Seemingly Unrelated Ridge Regression in Semiparametric Models (English)
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    author
    Mahdi Roozbeh
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    Mohammad Arashi
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    Mauro Gasparini
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    publication date
    31 October 2012
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    Mathematics Subject Classification ID
    62G08
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    62J05
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    62J07
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    zbMATH DE Number
    6100795
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    zbMATH Keywords
    feasible ridge estimator
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    kernel smoothing
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    linear restrictions
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    multicollinearity
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    seemingly unrelated semiparametric model
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